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Improved componentwise verified error bounds for least squares problems and underdetermined linear systems.

Authors :
Rump, Siegfried
Source :
Numerical Algorithms. Jun2014, Vol. 66 Issue 2, p309-322. 14p.
Publication Year :
2014

Abstract

Recently Miyajima presented algorithms to compute componentwise verified error bounds for the solution of full-rank least squares problems and underdetermined linear systems. In this paper we derive simpler and improved componentwise error bounds which are based on equalities for the error of a given approximate solution. Equalities are not improvable, and the expressions are formulated in a way that direct evaluation yields componentwise and rigorous estimates of good quality. The computed bounds are correct in a mathematical sense covering all sources of errors, in particular rounding errors. Numerical results show a gain in accuracy compared to previous results. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10171398
Volume :
66
Issue :
2
Database :
Academic Search Index
Journal :
Numerical Algorithms
Publication Type :
Academic Journal
Accession number :
96330322
Full Text :
https://doi.org/10.1007/s11075-013-9735-6